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We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


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Peter started the discussion 300-tick Bars (Candles) Consolidator

Can someone please share a sample code for creating 300-tick bars (candles) from tick data.

9 years ago

Peter left a comment in the discussion 300-tick Bars (Candles) Consolidator

Hi Michael, thx for your quick response. There is however an incorrect return. I receive a 4-tick...

9 years ago

Peter started the discussion 300-tick Bars (Candles) Consolidator

Can someone please share a sample code for creating 300-tick bars (candles) from tick data.

9 years ago

Peter left a comment in the discussion 300-tick Bars (Candles) Consolidator

Hi Michael, thx for your quick response. There is however an incorrect return. I receive a 4-tick...

9 years ago